Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.618 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49438.12 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45376.91 Kr¶

PnL: ---------------------------------------> 320.91 Kr¶

DD now: ---------------------------------> -6.932 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:33:59.542952'

Anic Portfolio¶

Today¶

Return: 1.156 %¶

This Week¶

Return: 0.274 %¶

Total portfolio value¶

Return including deposits: 61.848 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.300000 1682.460000 213.460000 14.530000 1468.999998
Sedana Medical 93 5.650000 2713.740000 192.740000 7.650000 2521.000011
Orrön Energy 180 4.110000 2141.100000 98.100000 4.800000 2043.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Atrium Ljungberg B 5 2.830000 979.500000 44.500000 4.760000 935.000000
Platzer Fastigheter Holding B 12 3.470000 1003.200000 42.200000 4.390000 960.999996
Sagax B 4 2.950000 892.400000 38.400000 4.500000 854.000000
Catena 2 3.240000 829.200000 37.200000 4.700000 792.000000
JM 6 1.910000 894.600000 30.600000 3.540000 864.000000
Hoist Finance 35 0.520000 1009.750000 29.750000 3.040000 980.000000
Hexatronic Group 12 1.880000 986.400000 19.400000 2.010000 966.999996
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Byggmax Group 33 1.800000 970.200000 14.200000 1.490000 956.000001
BioGaia B 8 0.770000 941.600000 11.600000 1.250000 930.000000
Bilia A 8 0.620000 905.600000 5.600000 0.620000 900.000000
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.600000 403.200000 1.200000 0.300000 402.000000
EQT 4 0.580000 832.800000 0.800000 0.100000 832.000000
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
ASSA ABLOY B 3 -0.540000 771.600000 -7.400000 -0.950000 779.000001
OX2 13 0.210000 942.500000 -7.500000 -0.790000 949.999999
Biotage 7 -1.040000 933.100000 -7.900000 -0.840000 940.999997
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Addnode Group B 11 -0.920000 893.200000 -27.800000 -3.020000 921.000003
SKF B 5 -2.390000 909.750000 -30.250000 -3.220000 940.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Hexagon B 26 0.920000 3421.600000 -39.400000 -1.140000 3461.000010
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Indutrade 5 1.460000 1178.000000 -40.000000 -3.280000 1218.000000
BHG Group 97 3.440000 1401.650000 -57.350000 -3.930000 1458.999989
Bufab 3 -1.080000 1041.600000 -67.400000 -6.080000 1109.000001
INVISIO 16 -0.440000 3584.000000 -105.000000 -2.850000 3689.000000
TOTAL 45376.910000 320.910000 -6.93186% 45056.000411

Updated:¶

'2023-07-04 10:34:16.397755'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶